Asymptotic normality of randomly truncated stochastic algorithms

DOI10.1051/ps/2011110zbMath1396.62187arXiv1003.4183OpenAlexW1978662109MaRDI QIDQ5408463

Jérôme Lelong

Publication date: 10 April 2014

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.4183

zbMATH Keywords

stochastic approximationcentral limit theoremmartingale arraysrandomly truncated stochastic algorithms

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Stochastic approximation (62L20)

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